Asymmetry

NONSTICKY SEMISTICKY

t-value (p-value)

NONSTICKY STICKY

t-value (p-value)

SEMISTICKY STICKY

t-value (p-value)

Absolute values

(in Euro)

2.78

(0.01***)

2.94

(0.00***)

0.27

(0.79)

Absolute values

(in percentages)

2.79

(0.01***)

3.00

(0.00***)

0.34

(0.73)

Percentages

−1.46

(0.15)

−1.59

(0.12)

−0.10

(0.92)